It is not practical to use neutron capture to change elements lighter than U into heavier elements.
Actually, I made a somewhat incorrect or misleading statement here. Th-232 may absorb a neutron to become Th-233, which after two successive beta decays becomes U-233. This reaction is the basis of thermal breeder reactor, in contrast to fast breeder reactor (FBR). It would not be practical to try to make Pu-239 or Am-242 from Th however.
Thorium is quite abundant, and in fact, thorium has significant potential as an alternative to U. http://www.nacworldwide.com/Links/Thorium-Fuel.htm
http://www.thoriumpower.com/files/tech publications/Engineering International 1999 article.pdf
Looking at other elements lighter than Th - http://wwwndc.tokai.jaeri.go.jp/CN04/CN024.html and http://wwwndc.tokai.jaeri.go.jp/CN04/CN023.html ,
one has Ac, Ra, Fr, Rn, At, Po, Bi, of which Bi-209 is the only non-radioactive nuclide - all other nuclides are radioactive in varying degrees of specific activity. Rn is a gas, and Fr has relatively low melting point, in common with the other alkali elements.
Nuclides like Th-232, U-235, U-238 have half-lives in excess of 700 million years, and U-233 has a half-life of 159000 years, so it has a little more activity than others, but this is longer than the half-lives of Pu-239 (24100 yrs), Pu-240 (6564 yrs) and Pu-241 (14.35 yrs). In commercial fuel reprocessing, one of the issues is the buildup of Pu-240 and more so Pu-241, because their radioactivity requires remote handling.
By not practical, I mean the target elements are rare or expensive (which is related to being rare), and there are less expensive alternatives, e.g. Th. Also, as theCandyman mentioned so little would be converted or rather the conversion rate would be low (there is the matter of n-capture cross-section). The further one goes down in mass, the less practical n-capture becomes (the number of successive n-captures goes up). Then one has to deal with the difficulty of the radiological issue.